Hi Yves,
If you are asking about relationships between two or more entities as defined in the spec, then it's definitely beyond the spec, and even if there is a provider that can support such relationships, it will make your application non-portable, and all required information will need to be specified in that provider-specific way.
Now if you need an application that accesses non-related entities from 2 different databases, you'd need to specify 2 persistence units and use 2 separate EMs each referencing its own PU.
HTH,
-marina
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